WHEN WILL MEAN-VARIANCE EFFICIENT PORTFOLIOS BE WELL DIVERSIFIED?
Richard Green and
Burton Hollifield ()
GSIA Working Papers from Carnegie Mellon University, Tepper School of Business
Keywords: portfolios; risk; pricing (search for similar items in EconPapers)
Pages: 37 pages
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Journal Article: When Will Mean-Variance Efficient Portfolios Be Well Diversified? (1992)
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